+120.5%
DVN vs PEGA
-48.2%
+168.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.3% | +1.4% |
| 7D | -0.1% | -6.1% | +6.0% | +0.4% |
| 30D | +8.0% | +6.4% | +1.6% | +7.3% |
| 3M | +11.9% | +2.9% | +9.0% | +11.3% |
| 6M | +10.6% | -23.8% | +34.5% | +12.9% |
| YTD | +35.4% | -41.1% | +76.4% | +41.6% |
| 1Y | +46.5% | -38.2% | +84.7% | +51.8% |
| 3Y | +3.0% | +49.8% | -46.9% | -7.3% |
| 5Y | +120.5% | -48.0% | +168.5% | +153.8% |
| All | +120.5% | -48.2% | +168.7% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling